• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Is there solution to SDE by Øksendal?

Joined
8/31/11
Messages
29
Points
13
I am trying to learn Stochastic differential equations an introduction with applications by Øksendal. Really difficult I feel. Is there solution on the internet? Thanks!
 
are there solutions to the applied parts(chapter 6, 12 etc to oksendals book) struggling with the questions
 
I tried some questions from chapter12 oksendal and came up with that iam struggling with finding a portfolio when the market is not normal
 

Attachments

  • sol1.jpeg
    sol1.jpeg
    726.7 KB · Views: 1,724
  • sol6.jpeg
    sol6.jpeg
    540.9 KB · Views: 1,429
  • sol8.jpeg
    sol8.jpeg
    689.3 KB · Views: 1,242
thank for your solution but for some technical problem. I cant access your file if possible send to my mail address.Thank you so much h733hf@yahoo.com or h.fakhari@umz.ac.ir
"Stochastic differential equations an introduction with applications by Øksendal"
 
Any chance of reposting the two pdf's at the top of the page? links don't seems to be working.
 
I there any resource? there is no solution for chapter 10 in this one. Thank you!
 
Back
Top